Autobacs Seven Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.36% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2835 | 7.25 | |
| 0.1473 | 5.21 | |
| 0.6621 | 12.78 | |
| 0.1787 | 3.53 | |
| -0.3274 | -4.38 | |
| 0.2356 | 5.04 | |
| -0.1320 | -3.24 | |
| 0.0640 | 1.53 | |
| -0.0390 | -0.55 | |
| 0.0529 | 0.64 | |
| -0.0919 | -1.40 | |
| 0.1452 | 1.93 |
Estimation Period:
Aug 30, 1993 to Feb 10, 2026
Aug 30, 1993 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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